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E-grāmata: Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi

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  • Formāts: PDF+DRM
  • Izdošanas datums: 31-May-2023
  • Izdevniecība: Springer Verlag, Singapore
  • Valoda: eng
  • ISBN-13: 9789819908035
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Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu TaniguchiPalielināt
  • Formāts: PDF+DRM
  • Izdošanas datums: 31-May-2023
  • Izdevniecība: Springer Verlag, Singapore
  • Valoda: eng
  • ISBN-13: 9789819908035
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This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models.  Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes.

The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.
Chapter
1. Frequency domain empirical likelihood method for infinite variance models.
Chapter
2. Diagnostic testing for time series.
Chapter
3. Statistical Inference for Glaucoma Detection.
Chapter
4. On Hysteretic Vector Autoregressive Model with Applications.
Chapter
5. Probabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression.
Chapter
6. Exact topological inference on resting-state brain networks.
Chapter
7. An Introduction to Geostatistics.
Chapter
8. Relevant change points in high dimensional time series.
Chapter
9. Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models.
Chapter
10. Standard testing procedures for white noise and heteroskedasticity.
Chapter
11. Estimation of Trigonometric Moments for Circular Binary Series.
Chapter
12. Time series analysis with unsupervised learning.
Chapter
13. Recovering the market volatility shocks in high-dimensional time series.
Chapter
14. Asymptotic properties of mildly explosive processes with locally stationary disturbance.
Chapter
15. Multi-Asset Empirical Martingale Price Estimators for Financial Derivatives.
Chapter
16. Consistent Order Selection for ARFIMA Processes.
Chapter
17. Recursive asymmetric kernel density estimation for nonnegative data.
Chapter
18. Fitting an error distribution in some heteroscedastic time series models.
Chapter
19. Symbolic Interval-Valued Data Analysis for Time Series Based on Auto-Interval-Regressive Models.
Chapter
20. ROBUST LINEAR INTERPOLATION AND EXTRAPOLATION OF STATIONARY TIME SERIES.
Chapter
21. Non Gaussian models for fMRI data.
Chapter
22. Robust inference for ordinal response models.
Chapter
23. Change point problems for diffusion processes and time series models.
Chapter
24. Empirical likelihood approach for time series.
Chapter
25. Exploring the Dependence Structure Between Oscillatory Activities in Multivariate Time Series.
Chapter
26. Projection-based nonparametric goodness-of-fit testing with functional data.
Yan Liu, Waseda University Junichi Hirukawa, Niigata University Yoshihide Kakizawa, Hokkaido University
Biežāk uzdotie jautājumi par e-grāmatām Biežāk uzdotie jautājumi par e-grāmatām
Permanent link: https://www.kriso.lv/db/97898199080352e.html
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